[WIP] add mass feature to nx.kl_div and harmonize kl computation in the toolbox by cedricvincentcuaz · Pull Request #654 · PythonOT/POT

Hi, this is a fantastic addition! I am currently trying to use sinkhorn_unbalanced2 and would love to have mass=True turned on for the marginal penalisation, but I am struggling to get it to work. Any tips on how to achieve it without much hacking?

(Sorry if I am being confused here -- potentially this does not affect the optimisation routine to find the optimal plan and so it really is just about returning the correct UOT cost?)